-55.3%
ADBE vs GDDY
+30.8%
-86.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.4% | +0.7% |
| 7D | -5.4% | -3.2% | -2.2% | -4.2% |
| 30D | -2.5% | +6.8% | -9.3% | -5.3% |
| 3M | +15.3% | +30.5% | -15.2% | +2.2% |
| 6M | -7.8% | +13.3% | -21.2% | -13.7% |
| YTD | -27.9% | -21.0% | -7.0% | -23.3% |
| 1Y | -28.0% | -34.0% | +6.0% | -18.6% |
| 3Y | -55.3% | +33.1% | -88.4% | -60.8% |
| All | -55.3% | +30.8% | -86.1% | -60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded GDDY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling